To continue from the previous post, this the P&L that I talked about yesterday. In this position, I sold 1 Aug atm straddles, sold 1 Aug 27/32 strangle and bought 2 Sep atm straddles. The P&L seems a little more smoother given stock prices that I find realistic post earnings. At the very least, I got more of my Matlab program done to make this analysis much easier. Now, all I have to do is write function that will search on its own for the most profitable position given what I expect IVs to be the next day.